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A multifactor spot rate model for the pricing of interest rate derivatives
Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 847-880
Persistent link: https://www.econbiz.de/10001859311
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Liquidity and arbitrage in the market for credit risk
Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 3, pp. 627-656
Persistent link: https://www.econbiz.de/10009385041
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Marketability of assets and the price of risk
Stapleton, R. C.; Subrahmanyam, M. G. - In: Journal of financial and quantitative analysis : JFQA 14 (1979) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10002877190
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On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements
Brenner, Menachem; Pasquariello, Paolo; Subrahmanyam, Marti - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 6, pp. 1265-1291
Persistent link: https://www.econbiz.de/10008390422
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A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives
Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 847-880
Persistent link: https://www.econbiz.de/10006693968